+64.8%
XLY vs U
-41.4%
+106.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.2% |
| 7D | -1.7% | +5.5% | -7.2% | -2.6% |
| 30D | -4.2% | -1.3% | -2.9% | -4.0% |
| 3M | -2.7% | +64.6% | -67.3% | -10.9% |
| 6M | -0.6% | +119.4% | -120.0% | -13.9% |
| YTD | -5.0% | -0.5% | -4.5% | -7.9% |
| 1Y | -4.1% | +1.3% | -5.4% | -8.2% |
| 3Y | +33.6% | +15.6% | +18.0% | +17.1% |
| 5Y | +28.7% | -67.5% | +96.2% | +22.1% |
| All | +64.8% | -41.4% | +106.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling